catalyst/zipline/finance/risk at dfd37fcf7837dfd03d1ab2fddd2107ad01220409 - catalyst - Gitea: Git with a cup of tea

wassname/catalyst

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Ana Ruelas 9063cb3ce4 BUG: Do not adjust returns for sharpe and sortino

2016-09-02 10:41:50 -04:00

..

__init__.py

MAINT: Break period and cumulative risk metrics into submodules.

2013-08-06 17:49:19 -04:00

cumulative.py

BUG: Do not adjust returns for sharpe and sortino

2016-09-02 10:41:50 -04:00

period.py

BUG: Do not adjust returns for sharpe and sortino

2016-09-02 10:41:50 -04:00

report.py

ENH: Use qrisk to calculate risk metrics in cumulative and period

2016-08-23 13:49:27 -04:00

risk.py

ENH: Use qrisk to calculate risk metrics in cumulative and period

2016-08-23 13:49:27 -04:00